This is taking “intellectual property” to a new extreme: the Athens Olympics website actually has rules about linking back to their site:
For your protection and ours we have established a procedure for parties wishing to introduce a link to the ATHENS 2004 website on their site. By introducing a link to the ATHENS 2004 official Website on your site you are agreeing to comply with the ATHENS 2004 Website General Terms and Conditions.
I sometimes get requests at work from people wanting to link to our website. I laugh and respond that no permission is necessary.
The mere idea that someone needs permission to create a link to a publicly available web document is ridiculous. It’s like if I printed a piece of paper listing the Dewey Decimal number of a book I like. Would you expect the publisher to send a cease-and-desist?
Some people need to get a grip and get over their self-importance.
Strangely enough the Dewey Decimal System is copyrighted. I remember a story from a couple years back where a hotel had used the system to number their rooms (something about the hotel being in an old library building?). The owners of the copyright sued, of course. I have no idea as to the resolution of the court case.